Anic Equity¶

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Total return since start: 0.563 %¶

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Equity now: -----------------------------> 47737.43 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46342.54 Kr¶

PnL: ---------------------------------------> -546.03 Kr¶

DD now: ---------------------------------> -1.835 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 17:14:16.146220'

Anic Portfolio¶

This Week¶

Return: 0.418 %¶

Total¶

Return: 56.263 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.040000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -1.980000 3094.000000 123.000000 4.140000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -5.140000 435.200000 80.200000 22.590000 355.000000
Corem Property Group B 59 -4.640000 654.900000 77.900000 13.500000 576.999999
HMS Networks 2 0.000000 717.200000 44.200000 6.570000 673.000000
Boozt 12 0.070000 1695.600000 41.600000 2.520000 1653.999996
OEM International B 7 0.510000 551.600000 23.600000 4.470000 527.999997
Intrum 4 0.290000 547.400000 20.400000 3.870000 527.000000
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Fastighetsbolag. Emilshus Pref 21 -0.720000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 -0.440000 547.200000 15.200000 2.860000 532.000000
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 -3.380000 260.880000 14.880000 6.050000 246.000000
Karnov Group 9 -0.650000 548.100000 12.100000 2.260000 536.000004
SAAB B 8 1.710000 3388.000000 11.000000 0.330000 3377.000000
Eastnine 4 -0.950000 500.800000 9.800000 2.000000 491.000000
Essity B 2 -0.310000 581.000000 7.000000 1.220000 574.000000
Norva24 Group 16 -0.810000 549.440000 6.440000 1.190000 543.000000
Resurs Holding 22 -1.280000 578.380000 4.380000 0.760000 573.999998
AcadeMedia 12 -0.470000 561.360000 4.360000 0.780000 557.000004
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
Midsona B 63 -4.340000 582.750000 -0.250000 -0.040000 582.999984
Securitas B 6 -0.400000 567.840000 -2.160000 -0.380000 570.000000
Handelsbanken A 5 -1.270000 542.500000 -3.500000 -0.640000 546.000000
Swedbank A 3 -0.850000 559.050000 -4.950000 -0.880000 564.000000
CTEK 13 -3.380000 523.250000 -10.750000 -2.010000 533.999999
Nordea Bank Abp 29 -0.800000 3440.560000 -13.440000 -0.390000 3453.999992
FM Mattsson Mora Group B 50 -2.690000 2890.000000 -37.000000 -1.260000 2927.000000
International Petroleum Corp. 5 1.960000 545.500000 -49.070000 -8.250000 594.565215
Vivesto 1368 1.000000 555.410000 -57.590000 -9.390000 612.999432
Sampo Oyj SDB 7 -0.180000 3787.000000 -63.000000 -1.640000 3850.000000
OX2 18 0.300000 1507.500000 -156.500000 -9.410000 1663.999992
Axfood 13 0.220000 3588.000000 -168.000000 -4.470000 3756.000001
Fasadgruppen Group 35 1.020000 3465.000000 -346.000000 -9.080000 3810.999990
Ovzon 52 -1.730000 2958.800000 -403.200000 -11.990000 3361.999992
TOTAL 46337.220000 -551.350000 -1.84615% 46888.564618

Updated:¶

'2023-01-17 17:13:50.997628'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶